I tend to do it with a window.

Students can easily imagine the pyramid from an eye to the window frame, and that it keeps going.

Then I point to an object outside the window and say imagine strings going from the corners of the object to your eye. To do this they would have to go through the window, where do they do that. 3d graphics is finding out where on the window the strings go through so you can stick a picture of thing outside onto the window and it looks exactly the same.